Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.

Alastair R. Hall, Anindya Banerjee, Juan J. Dolado, John W. Galbraith

1996-11-01articleThe Economic Journal1,578 citationsclosed

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Monetary Policy and Economic Impact Financial Risk and Volatility Modeling Diverse Scientific and Economic Studies

Abstract

Alastair Hall; Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data, The Economic Journal, Volume 106, Issue 439, 1 November 1

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